For concerts you will need almost certainly to raise the ISO to 400 or maybe even 800 to get any kind of decently fast shutter speed.

ISO increases the sensitivity to light but adds noise to the picture and at 800 and above reduces the color saturation.

You will need to come out of auto mode as far as I remember to change ISO.

Try aperture mode and set it for the largest opening ( smallest number ie f2.8 ), as you zoom this will close down to f3.7 but thats normal.

The larger the opening to the lens , the more light can get in.

The lens is actually sharpest in the middle of the fstop range, but in low light you need light and sharpness will have to be dealt with in post processing. Also note the depth of field is narrower when the lens is wide open, but on a digicam that should not hinder you too much.

At the very least you will need to prop yourself or the camera against something, as its unlikely you will be able to hand hold at zoom at slow speeds without handshake blurring the picture.

If you want to try the flash , well once out of auto modes you can change the output of the flash till you find a nice balance.